+613,227.2%
NVDA vs KIM
+634.2%
+612,593.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | +5.1% | -4.0% | +9.1% | +6.5% |
| 3M | +5.4% | +0.5% | +4.8% | +4.6% |
| 6M | +26.0% | +3.6% | +22.4% | +23.7% |
| YTD | +23.7% | +20.4% | +3.2% | +14.8% |
| 1Y | +34.4% | +9.7% | +24.7% | +28.5% |
| 3Y | +375.8% | +46.0% | +329.8% | +300.9% |
| 5Y | +911.8% | +34.4% | +877.3% | +785.7% |
| 10Y | +14,899.8% | +29.3% | +14,870.5% | +11,630.7% |
| All | +613,227.2% | +634.2% | +612,593.0% | +221,942.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling